Hey, sorry for the really late answer lol; I was busy and then forgot about it. But I hope that you'll still see / read this.

Because that's actually just a misconception and not true. Being a furry is nothing inherently sexual.
I even know quite some furries that are asexual and do nothing sexual or kinky in any way. Of course there are furries that also see it as something sexual, but that's just a part of it. I think you can compare it to anime. Anime is just an art form that many people find interesting and like. And yes, there is hentai, yaoi, etc. because you can sexualize anime, and some people like sexual animes, but that doesn't make the concept of a anime itself sexual.

Being a furry is primarily just liking anthropomorphic animals and the art that contains them. Furries like stuff like Zootopia or Robin Hood (Disney), The Fantastic Mr. Fox or Puss in Boots. Many furries like to draw art of their own anthropomorphic version, their fursona, something like the image above. And some furries have fursuits in which they can feel more liberated as their persona they identify with. In the city here, there is a public fursuit walk once a month where hundreds of furries walk in fursuits through the city. None of that is sexual whatsoever; they're just people that like the concept and art of anthropomorphic animals.

I got reminded of this because I'm currently on the university fair (of my uni) with my official university furry group (I'm a member). And that is nothing sexual either. We're just some nice people that chill here, some wear ears or tail (one even a full fursuit) and we just like anthropomorphic animals and find them interesting.
You're a furry if you like anthros, like media of them (like movies) or like to draw them by yourself, maybe make an own character. And yes, some also like this in a sexual way, like you can sexualise everything that's part of your life, and any art style. But it's really just wrong to say being a furry is primarily something sexual, because it's primarily just liking this kind of art, like anime fans are primarily fans of such an art style and liking anime itself is not a fetish either. There is nothing inherently sexual or bad or inappropriate about furries.